The nutraceutical potential of microalgae boomed with the exploitation of new species and sustainable extraction systems of bioactive compounds. Thus, a laboratory-made continuous pressurized solvent extraction system (CPSE) was built to optimize the extraction of antioxidant compounds, such as carotenoids and PUFA, from a scarcely studied prokaryotic microalga, Gloeothece sp. Following "green chemical principles" and using a GRAS solvent (ethanol), biomass amount, solvent flow-rate/pressure, temperature and solvent volume-including solvent recirculation-were sequentially optimized, with the carotenoids and PUFA content and antioxidant capacity being the objective functions. Gloeothece sp. bioactive compounds were best extracted at 60 °C and 180 bar. Recirculation of solvent in several cycles (C) led to an 11-fold extraction increase of β-carotene (3C) and 7.4-fold extraction of C18:2 n6 t (5C) when compared to operation in open systems. To fully validate results CPSE, this system was compared to a conventional extraction method, ultrasound assisted extraction (UAE). CPSE proved superior in extraction yield, increasing total carotenoids extraction up 3-fold and total PUFA extraction by ca. 1.5-fold, with particular extraction increase of 18:3 n3 by 9.6-fold. Thus, CPSE proved to be an efficient and greener extraction method to obtain bioactive extract from Gloeothece sp. for nutraceutical purposes-with low levels of resources spent, while lowering costs of production and environmental impacts.